Beta autoregressive fractionally integrated moving average models (Q80218)

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scientific article
Language Label Description Also known as
English
Beta autoregressive fractionally integrated moving average models
scientific article

    Statements

    volume
    200
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    page(s)
    196-212
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    publication date
    May 2019
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    9 August 2019
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    author
    Guilherme Pumi
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    Marcio Valk
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    Cleber Bisognin
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    Fábio Mariano Bayer
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    Taiane Schaedler Prass
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    Guilherme Pumi
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    Marcio Valk
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    Cleber Bisognin
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    Fábio M. Bayer
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    Taiane Schaedler Prass
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    title
    Beta autoregressive fractionally integrated moving average models (English)
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    Mathematics Subject Classification ID
    62M10
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    62F12
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    62J12
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    zbMATH DE Number
    7091547
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    zbMATH Keywords
    double bounded time series
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    long-range dependence
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    partial likelihood
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    asymptotic theory
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    forecast
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    Wikidata QID
    Q59162904
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    describes a project that uses
    R
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    L-BFGS
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    L-BFGS-B
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    LBFGS-B
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    OpenAlex ID
    W2883812008
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    arXiv ID
    1807.10338
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